我国商业银行操作风险度量的实证研究

摘    要
商业银行操作风险管理是现代银行风险管理理论中的重要研究课题之一，对商业银行的稳健经营具有重大意义。在探讨当前中国商业银行如何在借鉴国外领先成果的同时，结合自身实情，控制和管理操作风险。从巴塞尔新协议资本监管的要求出发，先探讨了操作风险管理的时代背景和最新发展，在通过探究国际先进的度量操作风险的方法，以替代标准法对我国商业银行进行实证分析来研究操作风险的管理。最后，结合我国操作风险度量的特点和实际问题，提出关于银行操作风险度量的建议，从而提高国内银行的风险监管，促进银行业更加蓬勃发展。

关键词：商业银行；操作风险；标准法

 
Abstract
As one of the important tasks for discussion in the field of modern commercial bank risk management, operational risk management is very crucial for commercial banks safety. To explore how Chinese commercial banks from abroad in the leading results at the same time, the facts in light of its own, control and management of operational risk. From the regulatory requirements of Basel II, the first operational risk management to explore the background of the times and the latest developments in the international advanced by exploring the ways to measure operational risk, as an alternative to the standard method of empirical analysis of Chinese banks to study the management of operational risk . Finally, combining the characteristics of our operational risk measurement and practical issues, internal controls on the banks proposal to increase the risk of regulation of domestic banks to promote more vigorous development of the banking sector.

Key words: commercial bank; operational risk; standard method

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